@gbozee/ultimate 0.0.2-53 → 0.0.2-55

package/dist/frontend-index.d.ts

@@ -371,6 +371,7 @@ export type Config = {
 	short_tp_factor: number;
 	fee_percent?: number;
 	budget: number;
+	risk_reward: number;
 	global_config: GlobalConfig;
 };
 export declare class Strategy {
@@ -398,10 +399,10 @@ export declare class Strategy {
 	get short_tp(): number;
 	generateGapClosingAlgorithm(payload: {
 		kind: "long" | "short";
-		risk_reward?: number;
 	}): {
 		[x: string]: any;
 		risk: number;
+		risk_reward: number;
 		last_entry: any;
 		first_entry: any;
 		threshold: any;
@@ -413,6 +414,7 @@ export declare class Strategy {
 	}): {
 		[x: string]: any;
 		risk: number;
+		risk_reward: number;
 		last_entry: any;
 		first_entry: any;
 		threshold: any;

package/dist/frontend-index.js

@@ -1693,15 +1693,20 @@ class Strategy {
     return this.tp("short");
   }
   generateGapClosingAlgorithm(payload) {
-    const { kind, risk_reward = 199 } = payload;
+    const { kind } = payload;
     const { entry, quantity } = this.position[kind];
     const focus_position = this.position[kind];
     const reverse_kind = kind == "long" ? "short" : "long";
     const reverse_position = this.position[reverse_kind];
+    let _entry = this.tp(kind);
+    let _stop = this.tp(reverse_kind);
+    if (!_entry && !_stop) {
+      return null;
+    }
     const second_payload = {
-      entry: this.tp(kind),
-      stop: this.tp(reverse_kind),
-      risk_reward,
+      entry: _entry,
+      stop: _stop,
+      risk_reward: this.config.risk_reward,
       start_risk: this.pnl(reverse_kind),
       max_risk: this.config.budget
     };
@@ -1778,6 +1783,7 @@ class Strategy {
     const remaining_quantity = this.to_df(avg.quantity - quantity_to_sell);
     return {
       risk,
+      risk_reward: this.config.risk_reward,
       [kind]: {
         avg_entry: avg.entry,
         avg_size: avg.quantity,
@@ -1802,7 +1808,7 @@ class Strategy {
     };
   }
   runIterations(payload) {
-    const { kind, iterations, risk_reward = 199 } = payload;
+    const { kind, iterations } = payload;
     const reverse_kind = kind == "long" ? "short" : "long";
     const result = [];
     let position2 = {
@@ -1819,8 +1825,7 @@ class Strategy {
         }
       });
       const algorithm = instance.generateGapClosingAlgorithm({
-        kind,
-        risk_reward
+        kind
       });
       if (!algorithm) {
         console.log("No algorithm found");